Mid-session IV Report March 16, 2022

Mid-session IV Report March 16, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: BEKE LEN CWEB TCOM BILI BIDU KWEB LI BABA CPNG

Popular stocks with increasing volume: RIVN AMC SOFI PDD DIDI

Market Vectors Semiconductor ETF (SMH) call put ratio 1.4 calls to 1 put as shares rally 4%

NVIDIA (NVDA) March call option implied volatility is at 71, April is at 75; compared to its 52-week range of 31 to 70 into hosting an investor day on March 22. Call put ratio 1.7 calls to 1 put.

Starbucks (SBUX) March call option implied volatility is at 54, April is at 35; compared to its 52-week range of 18 to 40 after announcing CEO Kevin Johnson to retire, Howard Schultz named interim CEO. Call put ratio 1.1 calls to 1 put.

Bank IV into FOMC policy decision

Wells Fargo (WFC) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 51 as shares rally 3.7%.

PNC Financial Services (PNC) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 42 as shares rally 3.6%.

U.S. Bancorp (USB) 30-day option implied volatility is at 34; compared to its 52-week range of 20 to 41 as shares rally 3%.

Citigroup (C) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 48. Call put ratio 3.7 calls to 1 put as shares rally 3.6%.

JPMorgan (JPM) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 44.
Bank of America (BAC) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 47.

American Express (AXP) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 49 into a company hosted investor meeting today.

MasterCard (MA) 30-day option implied volatility is at 36; compared to its 52-week range of 20 to 44.

Visa (V) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 42. Call put ratio 3.3 calls to 1 put as shares rally 3.3%.

Option IV into quarter results

PagerDuty (PD) March call option implied volatility is at 320, April is at 120; compared its 52-week range of 44 to 104 into the expected release of quarter results after the bell.

Lennar (LEN) March call option implied volatility is at 110, April is at 51; compared its 52-week range of 25 to 55 into the expected release of quarter results today after the bell.

Endeavor Group (EDR) March call option implied volatility is at 185, April is at 71; compared its 52-week range of 47 to 110 into the expected release of quarter results today after the bell.

Accenture (ACN) March call option implied volatility is at 94, April is at 41; compared its 52-week range of 14 to 45 into the expected release of quarter results before the bell on March 17.

Canadian Solar (CSIQ) March call option implied volatility is at 150, April is at 78; compared its 52-week range of 45 to 81 into the expected release of quarter results before the bell on March 17.

Dollar General (DG) March call option implied volatility is at 97, April is at 37; compared its 52-week range of 37 to 40 into the expected release of quarter results before the bell on March 17.

FedEx (FDX) March call option implied volatility is at 120, April is at 46; compared its 52-week range of 21 to 54 into the expected release of quarter results after the bell on March 17.

GameStop (GME) March call option implied volatility is at 240, April is at 150; compared its 52-week range of 69 to 344 into the expected release of quarter results after the bell on March 17.

Signet Jewelers (SIG) March call option implied volatility is at 220, April is at 85; compared its 52-week range of 46 to 96 into the expected release of quarter results before the bell on March 17.

FuelCell Energy (FCEL) 30-day option implied volatility is at 107; compared to its 52-week range of 81 to 134 into company hosted investor meeting today. Call put ratio 2.8 calls to 1.

Options with decreasing option implied volatility: BRCC SST ASAN WE DOCU WE ULTA
Increasing unusual call option volume: FOSL GDS MULN PAGS EPAM
Increasing unusual put option volume: IVV FEZ BDX FXI CPNG CAN DIDI
Active options: AAPL BABA TSLA NIO NVDA AMD DIDI FB BAC MU JD AMC SOFI F PDD MSFT CPNG PLTR UBER RIVN